Preheat your oven to 400°F and line a baking sheet with parchment paper.
Slice the eggplant into half-inch rounds, brush lightly with olive oil, and roast for 15 minutes until tender.
While eggplant roasts, brown the ground lamb in a skillet over medium heat with diced onion and minced garlic.
Stir in the tomato puree, cinnamon, oregano, sea salt, and black pepper, then simmer for 5 minutes until the sauce thickens.
In a small bowl, whisk together the Greek yogurt, egg, and crumbled feta to create a protein-rich topping.
In a small oven-safe dish, layer half the eggplant, all the lamb mixture, and the remaining eggplant.
Spread the yogurt mixture over the top and bake at 375°F for 20 minutes until the topping is set and lightly browned.